Scandinavian journal of statistics: Theory and applications

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  Año 2015, Vol. 42, Número 4

  • Higher Moments and Prediction-Based Estimation for the COGARCH(1,1) Model.

    Enrico Bibbona, Ilia Negri

    págs. 891-910

    

  • The Extensively Corrected Score for Measurement Error Models.

    Yih-Huei Huang, Chi-Chung Wen, Yu-Hua Hsu

    págs. 911-924

    

  • Non-parametric Copula Estimation Under Bivariate Censoring.

    Svetlana Gribkova, Olivier Lopez

    págs. 925-946

    

  • An Objective Bayesian Criterion to Determine Model Prior Probabilities.

    Cristiano Villa, Stephen Walker

    págs. 947-966

    

  • Fully Bayesian Binary Markov Random Field Models: Prior Specification and Posterior Simulation.

    Petter Arnesen, Hakon Tjelmeland

    págs. 967-987

    

  • Likelihood Ratio Tests for High-Dimensional Normal Distributions.

    Tiefeng Jiang, Yongcheng Qi

    págs. 988-1009

    

  • Estimation of Fibre Length Distributions from Fibre Endpoints.

    Malte Kuhlmann, Claudia Redenbach

    págs. 1010-1022

    

  • Estimation of the Jump Size Density in a Mixed Compound Poisson Process.

    Fabienne Comte, Celine Duval, Valentine Genon Catalot, Johanna Kappus

    págs. 1023-1044

    

  • Data Dependent Cells Chi-Square Test With Recurrent Events.

    Akim Adekpedjou, Withanage A. De Mel, Gideon KD Zamba

    págs. 1045-1064

    

  • Cluster-Specific Variable Selection for Product Partition Models.

    Fernando A. Quintana, Peter Müller, Ana Luisa Papoila

    págs. 1065-1077

    

  • Variance Estimation under Two-Phase Sampling.

    Takumi Saegusa

    págs. 1078-1091

    

  • Generalized Maximum Spacing Estimation for Multivariate Observations.

    Kristi Kuljus, Bo Ranneby

    págs. 1092-1108

    

  • Estimation of a Copula when a Covariate Affects only Marginal Distributions (pages 1109–1126)

    Irène Gijbels, Marek Omelka, Noel Veraverbeke

    págs. 1109-1126

    

  • Generalized Linear Mixed Models Based on Latent Markov Heterogeneity Structures.

    Alessio Farcomeni

    págs. 1127-1135

    

  • Optimal PPS Sampling with Vanishing Auxiliary Variables – with Applications in Microscopy.

    Ina Trolle Andersen, Ute Hahn, Eva B. Vedel Jensen

    págs. 1136-1148

    

  • Clustered Survival Data with Left-truncation.

    Frank Eriksson, Torben Martinussen, Thomas H. Scheike

    págs. 1149-1166

    

  • A Model Specification Test For GARCH(1,1) Processes-

    Anne Leucht, Jens-Peter Kreiss, Michael H. Neumann

    págs. 1167-1193

    

  • Adaptive Bayesian Procedures Using Random Series Priors.

    Weining Shen, Subhashis Ghosal

    págs. 1194-1213

    

  • Model Selection Criterion Based on the Multivariate Quasi-Likelihood for Generalized Estimating Equations.

    Shinpei Imori

    págs. 1214-1224